spughy, I LOVE love love Lois McMaster Bujold. She is one of my favorite authors. I think I've read all of her books at this point, aside from the newest Vorkosigan one that just came out. The Vorkosigan saga is my favorite, but my second favorite is the Sharing Knife series. Have you read those ones? Fantasy with a solid splash of romance?
scarletsmiles - I'd recommend starting with Arrows of the Queen if you're going to try out Lackey. It's the first written of her Valdemar books, and has a great protagonist coming from a difficult background and trying to find her way in a very new-to-her community. Also, way quick and easy to read.
Some other recommendations for people who want fantasy with good female characters:
1) If you enjoy steampunk, I heartily recommend the Parasol Protectorate series by Gail Carriger. The first book is Soulless. The series set in Victorian times, and uses the coexistence of humans, vampires, and werewolves to explain some of the ridiculous social conventions of that era. They're fairly light-hearted books, humorous, but adventures abound, and the main (female) character is awesome. And the author has an advanced degree in archaeology, so the historical part is quite well researched. Full disclosure - I went to grad school with her, and she's a friend of mine, so I *am* a little biased, but since I think every book she's written since the first has made it onto the NYT mass market bestseller list, I can't be *too* biased.
2) On the more dragons-and-magic side of things, Melanie Rawn's Dragon Prince and Dragon Star trilogies are epic fantasies that I've read over and over again (because I like to do that). The first book is The Dragon Prince. Lots of people to keep track of, but she does a good job of it, and the female characters are great.
In pregnancy-related land, I am also reading Mindful Birthing and The Womanly Art of Breastfeeding.